For me, Unless I have a large amount of content on my opt in page, it will be not so much a choice, but a must, to add content elsewhere on my local site for any SEO value, and a blog of course is a great option.

With an affiliate driven sales page, or paid traffic, then you might then focus on other offsite domains to funnel traffic directly from, such as social media sites, and I can SEO my content here better, as well as taking advantage of higher PR while planting anchors. I Never ignore SEO in my content, but I do not obsess over content that is better served by a cheaper (think labor) source of driving traffic than organic search.

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